NYMEX Light Sweet Crude Oil Future August 2015

Trading Metrics calculated at close of trading on 22-Dec-2014

Day Change Summary
	Previous	Current
	19-Dec-2014	22-Dec-2014	Change	Change %	Previous Week
Open	56.56	59.34	2.78	4.9%	58.64
High	60.13	60.55	0.42	0.7%	60.49
Low	56.56	57.60	1.04	1.8%	56.35
Close	59.16	57.72	-1.44	-2.4%	59.16
Range	3.57	2.95	-0.62	-17.4%	4.14
ATR	2.43	2.46	0.04	1.5%	0.00
Volume	5,822	3,273	-2,549	-43.8%	27,594

Daily Pivots for day following 22-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	67.47	65.55	59.34
R3	64.52	62.60	58.53
R2	61.57	61.57	58.26
R1	59.65	59.65	57.99	59.14
PP	58.62	58.62	58.62	58.37
S1	56.70	56.70	57.45	56.19
S2	55.67	55.67	57.18
S3	52.72	53.75	56.91
S4	49.77	50.80	56.10

Weekly Pivots for week ending 19-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	71.09	69.26	61.44
R3	66.95	65.12	60.30
R2	62.81	62.81	59.92
R1	60.98	60.98	59.54	61.90
PP	58.67	58.67	58.67	59.12
S1	56.84	56.84	58.78	57.76
S2	54.53	54.53	58.40
S3	50.39	52.70	58.02
S4	46.25	48.56	56.88

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	60.55	56.35	4.20	7.3%	3.40	5.9%	33%	True	False	5,143
10	65.02	56.35	8.67	15.0%	2.69	4.7%	16%	False	False	4,892
20	76.65	56.35	20.30	35.2%	2.46	4.3%	7%	False	False	4,209

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.61
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	73.09
2.618	68.27
1.618	65.32
1.000	63.50
0.618	62.37
HIGH	60.55
0.618	59.42
0.500	59.08
0.382	58.73
LOW	57.60
0.618	55.78
1.000	54.65
1.618	52.83
2.618	49.88
4.250	45.06

Fisher Pivots for day following 22-Dec-2014
Pivot	1 day	3 day
R1	59.08	58.45
PP	58.62	58.21
S1	58.17	57.96

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These figures are updated between 7pm and 10pm EST after a trading day.

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